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Agent-based models, particularly those applied to financial markets, demonstrate the ability to produce realistic, simulated system dynamics, comparable to those observed in empirical investigations. Despite this, they remain fairly…
Learning to coordinate many agents in partially observable and highly dynamic environments requires both informative representations and data-efficient training. To address this challenge, we present a novel model-based multi-agent…
Real-world data is often incomplete and contains missing values. To train accurate models over real-world datasets, users need to spend a substantial amount of time and resources imputing and finding proper values for missing data items. In…
Recently, with the rapid development of robot learning and imitation learning, numerous datasets and methods have emerged. However, these datasets and their task designs often lack systematic consideration and principles. This raises…
Agent-based modeling is a computational dynamic modeling technique that may be less familiar to some readers. Agent-based modeling seeks to understand the behaviour of complex systems by situating agents in an environment and studying the…
Agent-based modelling (ABM) is a facet of wider Multi-Agent Systems (MAS) research that explores the collective behaviour of individual `agents', and the implications that their behaviour and interactions have for wider systemic behaviour.…
Offline multi-agent reinforcement learning (MARL) aims to solve cooperative decision-making problems in multi-agent systems using pre-collected datasets. Existing offline MARL methods primarily constrain training within the dataset…
We consider the learning dynamics of a single reinforcement learning optimal execution trading agent when it interacts with an event driven agent-based financial market model. Trading takes place asynchronously through a matching engine in…
This paper presents a novel approach to Multi-Agent Reinforcement Learning (MARL) that combines cooperative task decomposition with the learning of reward machines (RMs) encoding the structure of the sub-tasks. The proposed method helps…
Simulation serves as a third way of doing science, in contrast to both induction and deduction. The web based modeling may considerably facilitate the execution of simulations by other people. We present examples of agent-based and…
Real-time dynamic scheduling is a crucial but notoriously challenging task in modern manufacturing processes due to its high decision complexity. Recently, reinforcement learning (RL) has been gaining attention as an impactful technique to…
Multi-Agent Reinforcement Learning (MARL) has gained significant interest in recent years, enabling sequential decision-making across multiple agents in various domains. However, most existing explanation methods focus on centralized MARL,…
Discovering an informative, or agent-centric, state representation that encodes only the relevant information while discarding the irrelevant is a key challenge towards scaling reinforcement learning algorithms and efficiently applying them…
A complex system is made up of many components with many interactions. So the design of systems such as simulation systems, cooperative systems or assistance systems includes a very accurate modelling of interactional and communicational…
An agent-based model with interacting low frequency liquidity takers inter-mediated by high-frequency liquidity providers acting collectively as market makers can be used to provide realistic simulated price impact curves. This is possible…
Nowadays, we are surrounded by a large number of complex phenomena ranging from rumor spreading, social norms formation to rise of new economic trends and disruption of traditional businesses. To deal with such phenomena,Complex Adaptive…
Multi-Agent Deep Reinforcement Learning (MADRL) was proven efficient in solving complex problems in robotics or games, yet most of the trained models are hard to interpret. While learning intrinsically interpretable models remains a…
As a schematic model of the complexity economic agents are confronted with, we introduce the ``SK-game'', a discrete time binary choice model inspired from mean-field spin-glasses. We show that even in a completely static environment,…
Intelligent agents offer a new and exciting way of understanding the world of work. In this paper we apply agent-based modeling and simulation to investigate a set of problems in a retail context. Specifically, we are working to understand…
Most of the grand challenges of humanity today involve complex agent-based systems, such as epidemiology, economics or ecology. However, remains as a pending task the challenge of identifying the general principles underlying their…